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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Optimization problems governed by systems of PDEs with uncertainties

This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.

Heinkenschloss, Matthias [Rice Univ., Houston, TX ↗
DOE OSTI2021

Risk-Averse Control of Fractional Diffusion with Uncertain Exponent

In this paper, we introduce and analyze a new class of optimal control problems constrained by elliptic equations with uncertain fractional exponents. We utilize risk measures to formulate the resulting optimization problem. We develop a functional analytic framework, study the existence of solution and rigorously derive the first-order optimality conditions. Additionally, we employ a sample-based approximation for the uncertain exponent and the finite element method to discretize in space. Further, we prove the rate of convergence for the optimal risk neutral controls when using quadrature approximation for the uncertain exponent and conclude with illustrative examples.

finite element method↗
DOE OSTI2018

Enhancing statistical moment calculations for stochastic Galerkin solutions with Monte Carlo techniques

Here, we provide a method for enhancing stochastic Galerkin moment calculations to the linear elliptic equation with random diffusivity using an ensemble of Monte Carlo solutions. This hybrid approach combines the accuracy of low-order stochastic Galerkin and the computational efficiency of Monte Carlo methods to provide statistical moment estimates which are significantly more accurate than performing each method individually. The hybrid approach involves computing a low-order stochastic Galerkin solution, after which Monte Carlo techniques are used to estimate the residual. We show that the combined stochastic Galerkin solution and residual is superior in both time and accuracy for a one-dimensional test problem and a more computational intensive two-dimensional linear elliptic problem for both the mean and variance quantities.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Goal-oriented a-posteriori estimation of model error as an aid to parameter estimation

In this work, a Bayesian model calibration framework is presented that utilizes goal-oriented a-posterior error estimates in quantities of interest (QoIs) for classes of high-fidelity models characterized by PDEs. It is shown that for a large class of computational models, it is possible to develop a computationally inexpensive procedure for calibrating parameters of high-fidelity models of physical events when the parameters of low-fidelity (surrogate) models are known with acceptable accuracy. The main ingredients in the proposed model calibration scheme are goal-oriented a-posteriori estimates of error in QoIs computed using a so-called lower fidelity model compared to those of an uncalibrated higher fidelity model. The estimates of error in QoIs are used to define likelihood functions in Bayesian inversion analysis. A standard Bayesian approach is employed to compute the posterior distribution of model parameters of high-fidelity models. As applications, parameters in a quasi-linear second-order elliptic boundary-value problem (BVP) are calibrated using a second-order linear elliptic BVP. In a second application, parameters of a tumor growth model involving nonlinear time-dependent PDEs are calibrated using a lower fidelity linear tumor growth model with known parameter values.

A-posterior estimates↗
DOE OSTI2025

An adaptive and stability-promoting layerwise training approach for sparse deep neural network architecture

This work presents a two-stage adaptive framework for progressively developing deep neural network (DNN) architectures that generalize well for a given training data set. In the first stage, a layerwise training approach is adopted where a new layer is added each time and trained independently by freezing parameters in the previous layers. We impose desirable structures on the DNN by employing manifold regularization, sparsity regularization, and physics-informed terms. We introduce a ε – δ – stability-promoting concept as a desirable property for a learning algorithm and show that employing manifold regularization yields a ε – δ stability-promoting algorithm. Further, we also derive the necessary conditions for the trainability of a newly added layer and investigate the training saturation problem. In the second stage of the algorithm (post-processing), a sequence of shallow networks is employed to extract information from the residual produced in the first stage, thereby improving the prediction accuracy. Numerical investigations on prototype regression and classification problems demonstrate that the proposed approach can outperform fully connected DNNs of the same size. Moreover, by equipping the physics-informed neural network (PINN) with the proposed adaptive architecture strategy to solve partial differential equations, we numerically show that adaptive PINNs not only are superior to standard PINNs but also produce interpretable hidden layers with provable stability. As a result, we also apply our architecture design strategy to solve inverse problems governed by elliptic partial differential equations.

42 ENGINEERING↗
DOE OSTI2020

Adaptive Hybridizable Discontinuous Galerkin discretization of the Grad–Shafranov equation by extension from polygonal subdomains

In this work, we propose a high-order adaptive numerical solver for the semilinear elliptic boundary value problem modeling magnetic plasma equilibrium in axisymmetric confinement devices. In the fixed boundary case, the equation is posed on curved domains with piecewise smooth curved boundaries that may present corners. The solution method we present is based on the hybridizable discontinuous Galerkin method and sidesteps the need for geometry-conforming triangulations thanks to a transfer technique that allows to approximate the solution using only a polygonal subset as computational domain. Moreover, the solver features automatic mesh refinement driven by a residual-based a posteriori error estimator. As the mesh is locally refined, the computational domain is automatically updated in order to always maintain the distance between the actual boundary and the computational boundary of the order of the local mesh diameter. Numerical evidence is presented of the suitability of the estimator as an approximate error measure for physically relevant equilibria with pressure pedestals, internal transport barriers, and current holes on realistic geometries.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2017

Discontinuous Skeletal Gradient Discretisation methods on polytopal meshes

Here, in this work we develop arbitrary-order Discontinuous Skeletal Gradient Discretisations (DSGD) on general polytopal meshes. Discontinuous Skeletal refers to the fact that the globally coupled unknowns are broken polynomials on the mesh skeleton. The key ingredient is a high-order gradient reconstruction composed of two terms: (i) a consistent contribution obtained mimicking an integration by parts formula inside each element and (ii) a stabilising term for which sufficient design conditions are provided. An example of stabilisation that satisfies the design conditions is proposed based on a local lifting of high-order residuals on a Raviart–Thomas–Nédélec subspace. We prove that the novel DSGDs satisfy coercivity, consistency, limit-conformity, and compactness requirements that ensure convergence for a variety of elliptic and parabolic problems. Lastly, links with Hybrid High-Order, non-conforming Mimetic Finite Difference and non-conforming Virtual Element methods are also studied. Numerical examples complete the exposition.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

On Solutions to the Schwarz Problem in a Disk in the Three-Dimensional Case

We consider the Schwarz problem for first order elliptic systems in the plane. We obtain the conditions on three– and two-dimensional matrices J admitting nondiagonal Jordan form under which a solution to the Schwarz problem in an arbitrary disk exists and is unique in Hölder classes. We describe an algorithm for constructing the solution. Bibliography: 5 titles.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2020

Algebraic multigrid preconditioning of the Hessian in optimization constrained by a partial differential equation

Summary We construct an algebraic multigrid (AMG) based preconditioner for the reduced Hessian of a linear‐quadratic optimization problem constrained by an elliptic partial differential equation. While the preconditioner generalizes a geometric multigrid preconditioner introduced in earlier works, its construction relies entirely on a standard AMG infrastructure built for solving the forward elliptic equation, thus allowing for it to be implemented using a variety of AMG methods and standard packages. Our analysis establishes a clear connection between the quality of the preconditioner and the AMG method used. The proposed strategy has a broad and robust applicability to problems with unstructured grids, complex geometry, and varying coefficients. The method is implemented using the Hypre package and several numerical examples are presented.

Barker, Andrew T.↗
DOE OSTI2026

Robust Optimal Experimental Design of Infinite-Dimensional Bayesian Nonlinear Inverse Problems

Abstract. We consider robust optimal experimental design (ROED) for nonlinear Bayesian inverse problems governed by partial differential equations (PDEs). An optimal design is one that maximizes some utility quantifying the quality of the solution of an inverse problem. However, the optimal design is dependent on elements of the inverse problem such as the simulation model, the prior, or the measurement error model. ROED aims to produce an optimal design that is aware of the additional uncertainties encoded in the inverse problem and remains optimal even after variations in them. We follow a worst-case scenario approach to develop a new framework for robust optimal design of nonlinear Bayesian inverse problems. The proposed framework (a) is scalable and designed for infinite-dimensional Bayesian nonlinear inverse problems constrained by PDEs; (b) develops efficient approximations of the utility, namely the expected information gain; (c) employs eigenvalue sensitivity techniques to develop analytical forms and efficient evaluation methods of the gradient of the utility with respect to the uncertainties against which we wish to be robust; and (d) employs a probabilistic optimization paradigm that properly defines and efficiently solves the resulting combinatorial max-min optimization problem. The effectiveness of the proposed approach is illustrated for optimal sensor placement problem in an inverse problem governed by an elliptic PDE.

Chowdhary, Abhijit↗
DOE OSTI2020

Method of Green’s Potentials for Elliptic PDEs in Domains with Random Apertures

Problems with topological uncertainties appear in many fields ranging from nano-device engineering to the design of bridges. In many of such problems, a part of the domains boundaries is subjected to random perturbations making inefficient conventional schemes that rely on discretization of the whole domain. Here, we study elliptic PDEs in domains with boundaries comprised of a deterministic part and random apertures, and apply the method of modified potentials with Green’s kernels defined on the deterministic part of the domain. This approach allows to reduce the dimension of the original differential problem by reformulating it as a boundary integral equation posed on the random apertures only. The multilevel Monte Carlo method is then applied to this modified integral equation and its optimal ϵ -2 asymptotical complexity is shown. Finally, we provide the qualitative analysis of the proposed technique and support it with numerical results.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Nonisothermal Free-Molecular Flow of Gas in an Elliptic Channel with a Circular Cylindrical Element Inside

The linearized problem of free-molecular gas flow in a long elliptic channel with a circular cylindrical element inside has been solved in the kinetic approximation. The flow in the channel is caused by temperature and pressure drops between its ends. The Boltzmann kinetic equation for collisionless gas has been used as a basic equation, and the boundary condition has been set in terms of the diffuse reflection model. The distribution of the mass velocity of the gas over the cross section of the channel has been obtained. The mass flow rate of the gas in the channel versus the temperature and pressure drops between its ends has been calculated. It has been found that the mass flow of the gas substantially depends on the radius of the inner cylinder.

42 ENGINEERING↗
DOE OSTI2020

Modal analysis of the behavior of inertial particles in turbulence subjected to Stokes drag

The clustering of small heavy inertial particles subjected to Stokes drag in turbulence, which is the concern of present study, is known to be minimal at small and large Stokes number and substantial at St = $\textit{O}$(1). This nonmonotonic trend, which has been shown computationally and experimentally, is yet to be explained analytically. In this study, we obtain an analytical expression for the Lyapunov exponents that quantitatively predicts this trend. The sum of the exponents, which is the normalized rate of change of the signed volume of a small cloud of particles, is correctly predicted to be negative and positive at small and large Stokes numbers, respectively, asymptoting to $\textit{τQ}$ as $\textit{τ}$ → 0 and $τ^{–1/2}|Q|^{1/4}$ as $\textit{τ} → ∞$, where $\textit{τ}$ is the particle relaxation time and $\textit{Q(τ)}$ is the difference between the norm of the rotation- and strain-rate tensors computed along the particle trajectory, which remains negative at all $\textit{τ}$ in turbulent flows. Additionally, the trajectory crossing is predicted only in hyperbolic flows where Q < 0 for sufficiently inertial particles with a $\textit{τ}$ that scales with $|Q|^{–1/2}$. Following the onset of crossovers, a transition from clustering to dispersion is predicted correctly. We show these behaviors are not unique to three-dimensional isotropic turbulence and can be reproduced closely by a one-dimensional mono-harmonic flow, which appears as a fundamental canonical problem in the study of particle clustering. Analysis of this one-dimensional canonical flow shows that the rate of clustering, quantified as the product of the Lyapunov exponent and particle relaxation time, is bounded by –1/2, behaving with extreme nonlinearity in the hyperbolic flows and always remaining positive in the elliptic flows. Finally, this model problem also confirms that dispersion in a hyperbolic flow will occur only if particles' trajectory cross. These findings, which stem from our analysis, are corroborated by the direct numerical simulations.

42 ENGINEERING↗
DOE OSTI2018

Localized harmonic characteristic basis functions for multiscale finite element methods

We solve elliptic systems of equations posed on highly heterogeneous materials. Examples of this class of problems are composite structures and geological processes. We focus on a model problem which is a second-order elliptic equation with discontinuous coefficients. These coefficients represent the conductivity of a composite material. We assume a background with a low conductivity that contains inclusions with different thermal properties. Under this scenario, we design a multiscale finite element method to efficiently approximate solutions. The method is based on an asymptotic expansion of the solution in terms of the ratio between the conductivities. The resulting method constructs (locally) finite element basis functions (one for each inclusion). These bases generate the multiscale finite element space where the approximation of the solution is computed. Numerical experiments show the good performance of the proposed methodology.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Bayesian sparse learning with preconditioned stochastic gradient MCMC and its applications

Deep neural networks have been successfully employed in an extensive variety of research areas, including solving partial differential equations. Despite its significant success, there are some challenges in effectively training DNN, such as avoiding overfitting in over-parameterized DNNs and accelerating the optimization in DNNs with pathological curvature. Here, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an adaptive empirical method. That is, one will alternatively sample from the posterior using preconditioned stochastic gradient Langevin Dynamics (PSGLD), and optimize the latent variables via stochastic approximation. The sparsity of the network is achieved while optimizing the hyperparameters with adaptive searching and penalizing. A popular SG-MCMC approach is Stochastic gradient Langevin dynamics (SGLD). However, considering the complex geometry in the model parameter space in nonconvex learning, updating parameters using a universal step size in each component as in SGLD may cause slow mixing. To address this issue, we apply a computationally manageable preconditioner in the updating rule, which provides a step-size parameter to adapt to local geometric properties. Moreover, by smoothly optimizing the hyperparameter in the preconditioning matrix, our proposed algorithm ensures a decreasing bias, which is introduced by ignoring the correction term in the preconditioned SGLD. According to the existing theoretical framework, we show that the proposed algorithm can asymptotically converge to the correct distribution with a controllable bias under mild conditions. Numerical tests are performed on both synthetic regression problems and learning solutions of elliptic PDE, which demonstrate the accuracy and efficiency of the present work.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2026

Quantum properties of non-Dirichlet boundary conditions in gravity

The Euclidean path integral for gravity is enriched by the addition of boundaries, which provide useful probes of thermodynamic properties. Common boundary conditions include Dirichlet conditions on the boundary induced metric; microcanonical conditions, which refers to fixing some components of the Brown-York boundary stress tensor; and conformal conditions, in which the conformal structure of the induced metric and the trace of the extrinsic curvature are fixed. Boundaries also present interesting problems of consistency. The Dirichlet problem is known, under various (and generally different) conditions, to be inconsistent with perturbative quantization of graviton fluctuations, to exhibit thermodynamic instability, or to require infinite fine-tuning in the presence of matter fluctuations. We extend some of these results to other boundary conditions. We find that similarly to the Dirichlet problem, the graviton fluctuation operator is not elliptic with microcanonical boundaries, and the nonelliptic modes correspond to “boundary-moving diffeomorphisms.” However, we argue that microcanonical factorization of path integrals—essentially, the insertion of microcanonical constraints on two-sided surfaces in the bulk—is not affected by the same issues of ellipticity. We also show that for a variety of matter field boundary conditions, matter fluctuations renormalize the gravitational bulk and boundary terms differently, so that the classical microcanonical or conformal variational problems are not preserved unless an infinite fine-tuning is performed.

Draper, Patrick [Univ. of Illinois at Urbana-Champ↗